Following the tweet, the share price of Lockheed's stock dived by as much as 5%, wiping more than $4 billion off of the company's market cap.

As some sharp-eyed observers have noted, it appears that this selling may have preceded the tweet from Trump. Trump's tweet came at 8:26 a.m. ET, and there appeared to be a move down in the stock price at about 8:08 a.m.

For one thing, Trump mentioned the F-35 program during an interview with Chris Wallace on Sunday evening, also saying then that the program was overpriced. So it is likely that some selling would happen premarket because of those comments.

Additionally, the stock was downgraded at Zacks Investment Research at 8:02 a.m. ET, and numerous headlines that factor into Bloomberg's social-sentiment index turned negative on Trump's Sunday-night comments, which could have triggered algorithmic trading programs to sell the stock.

In response, there was some selling volume at about 8:08 a.m. ET, according to Bloomberg data — roughly 869 shares — but the number of shares sold was incredibly small. For reference, once the market opened Lockheed was trading roughly three-quarters of a million shares a minute.

Much of the trading done on the market nowadays is run by computers that take in massive amounts of data and trade independently of human input. The other problem here is that much of these moves came premarket when liquidity is limited and the algorithmic trading selling can be magnified in its impact.

So yes, there was some selling in the market before Trump's tweet about Lockheed Martin, but to think it was an insider or — in the most extreme case of this conspiracy theory — Trump himself is a pretty large stretch.